相关论文: The prices of renewable commodities: A robust stat…

This report proposes a novel framework for a rigorous robustness analysis of stochastic biochemical systems. The technique is based on probabilistic model checking. We adapt the general definition of robustness introduced by Kitano to the…

We develop and test algorithms to detect "Edgeworth cycles," which are asymmetric price movements that have caused antitrust concerns in many countries. We formalize four existing methods and propose six new methods based on spectral…

Stochastic reaction networks are mathematical models frequently used in, but not limited to, biochemistry. These models are continuous-time Markov chains whose transition rates depend on certain parameters called rate constants, which…

In this paper, we mainly study the robust stability of linear continuous systems with parameter uncertainties, a more general kind of uncertainties for system matrices is considered, i.e., entries of system matrices are rational functions…

We consider a fundamental pricing model in which a fixed number of units of a reusable resource are used to serve customers. Customers arrive to the system according to a stochastic process and upon arrival decide whether or not to purchase…

Agricultural price volatility, driven by market dynamics and meteorological factors such as temperature and precipitation, poses challenges for sustainable finance, planning, and policy. This study analyzes the impact of climate on crop…

The correct understanding of commodity price dynamics can bring relevant improvements in terms of policy formulation both for developing and developed countries. Agricultural, metal and energy commodity prices might depend on each other:…

Electricity systems are experiencing increased effects of randomness and variability due to emerging stochastic assets. The increased effects introduce new uncertainties into power systems that can impact system operability and reliability.…

Agricultural production is affected by climate extremes, which are increasing because of global warming. This motivates the need of a proper evaluation of the agricultural production systems resilience to enhance food security, market…

Theoretical frameworks used to qualitatively and quantitatively describe nuclear dynamics in solids are often based on the harmonic approximation. However, this approximation is known to become inaccurate or to break down completely in many…

This paper is concerned with the stability analysis of continuous-time switched systems with a random switching signal. The switching signal manifests its characteristics with that the dwell time in each subsystem consists of a fixed part…

In this paper, we focus on the estimation of historical volatility of asset prices from high-frequency data. Stochastic volatility models pose a major statistical challenge: since in reality historical volatility is not observable, its…

The electrical generation and transmission infrastructures of many countries are under increased pressure. This partially reflects the move towards low carbon economies and the increased reliance on renewable power generation systems. There…

In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the prop- erties are (approximately) constant for some time and then slowly…

Given a surface $M$ and a Borel probability measure $\nu$ on the group of $C^2$-diffeomorphisms of $M$, we study $\nu$-stationary probability measures on $M$. We prove for hyperbolic stationary measures the following trichotomy: either the…

We study various probability measures for eternal inflation by applying their regularization prescriptions to models where inflation is not eternal. For simplicity we work with a toy model describing inflation that can interpolate between…

A useful sampling-reconstruction model should be stable with respect to different kind of small perturbations, regardless whether they result from jitter, measurement errors, or simply from a small change in the model assumptions. In this…

Resilience, the ability to recover from adverse events ("shocks"), is of fundamental importance to food security. This is especially true in poor countries, where basic needs are frequently threatened by economic, environmental, and health…

A general force-perturbation-based criterion for solid instability is proposed, which can predict instability including crease without priori knowledge of instability configuration. The crease instability is analyzed in detail, we found…

As machine learning models become increasingly prevalent in critical decision-making models and systems in fields like finance, healthcare, etc., ensuring their robustness against adversarial attacks and changes in the input data is…